Download a stock index at different frequencies: daily, weekly, and monthly. For each frequency, compute the I-step-ahead

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Download a stock index at different frequencies: daily, weekly, and monthly. For each frequency, compute the I-step-ahead volatility forecast by implementing MA and EWMA. Compare the volatility forecast across frequencies?

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Forecasting for Economics and Business

ISBN: 978-0131474932

1st edition

Authors: Gloria Gonzalez Rivera

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Question Posted: Feb 25, 2016 06:20 AM

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Download a stock index at different frequencies: daily, weekly, and monthly. For each frequency, compute the I-step-ahead

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We download the SP500 stock price index at the daily weekly and monthly frequencies from Yahoo Finance website The index prices are adjusted close pri...View the full answer

Forecasting for Economics and Business

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